Source

This builds a one-click install for Vim for Win32 using the Nullsoft
Installation System (NSIS), available at http://www.nullsoft.com/free/nsis/
To build the installable .exe:
1. Unpack three archives:
PC sources
PC runtime
PC language files
You can generate these from the Unix sources and runtime plus the extra
archive (see the Makefile in the top directory).
2. Go to the src directory and build:
gvim.exe (the OLE version),
vimrun.exe,
install.exe,
uninstal.exe,
xxd/xxd.exe,
3. Go to the GvimExt directory and build gvimext.dll (or get it from a binary
archive).
4. Go to the VisVim directory and build VisVim.dll (or get it from a binary
archive).
5. Go to the OleVim directory and build OpenWithVim.exe and SendToVim.exe (or
get them from a binary archive).
6. Get a "diff.exe" program and put it in the "../.." directory (above the
"vim61" directory, it's the same for all Vim versions).
You can find one in previous Vim versions or in this archive:
http://www.mossbayeng.com/~ron/vim/diffutils.tar.gz
7. Do "make uganda.nsis.txt" in runtime/doc. This requires sed, you may have
to do this on Unix. Make sure the file is in DOS file format!
Install NSIS if you didn't do that already.
Also install UPX, if you want a compressed file.
To build then, enter:
makensis gvim.nsi